It all depends on what type/format of data you're trying to exchange and how you want to exchange it. Is it HL7, SWIFT, custom format...? Will it be via a file, email, TCP/IP, FTP...? There are adapters available in Health Connect to use in services and operations that will handle a wide variety of types and protocols. Have you taken a look at the online materials in the InterSystems Learning Portal? There's a resource guide Learn Ensemble for Developers and System Integrators (Ensemble was the precursor to Health Connect) that may be helpful when first starting out. It has a lot of information about how to design and build integrations.
If you provide a little more about what you're trying to do, it'll help in being able to provide more specific guidance.
There are actually two classes available for HealthShare customers in the InterSystems Learning Portal (learning.intersystems.com)
Search for "extending SDA" to find them. I notice that searching for 'SDA extensions' does not locate them, so I will follow up on that.
Update: the search terms have been updated and now either search will locate the two courses.
Just looking at the production class for one of the sample edge gateways in the HealthShare demo, ActorPoolSize is specified like this:
<Description>An example production showing a simple file based HL7 v2.x Edge Gateway configuration</Description>
<ActorPoolSize>1</ActorPoolSize>
<Setting Target="Production" Name="ShutdownTimeout">10</Setting>
...
So, I'd assume you would just put 2, or whatever size you want, in between those tags in the installer manifest. But, this is just my assumption, and not based on actual knowledge!